Optimizing Parametric Total Variation Models

Abstract

One of the key factors for the success of recent energy minimization methods is that they seek to compute global solutions. Even for non-convex energy functionals, optimization methods such as graph cuts have proven to produce high-quality solutions by iterative minimization based on large neighborhoods, making them less vulnerable to local minima. Our approach takes this a step further by enlarging the search neighborhood with one dimension. In this paper we consider binary total variation problems that depend on an additional set of parameters. Examples include: (i) the Chan-Vese model that we solve globally (ii) ratio and constrained minimization which can be formulated as parametric problems, and (iii) variants of the Mumford-Shah functional. Our approach is based on a recent theorem of Chambolle which states that solving a one-parameter family of binary problems amounts to solving a single convex variational problem. We prove a generalization of this result and show how it can be applied to parametric optimization.